A new class of random number generators

DOI10.1214/AOAP/1177005878MaRDI QIDQ809537zbMATH OpenOpenAlexWikidataFDO

Authors George Marsaglia, Arif Zaman

Publication date 1991

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoap/1177005878

zbMATH Keywords

numerical examplesMonte Carlo methodsrandom number generatorsadd with carry generatorlagged Fibonacci generatorsubtract-with-borrow generatorsvery long period sequences

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

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